Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858): Difference between revisions
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Revision as of 19:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of utility-based hedging strategies for small number of contingent claims |
scientific article |
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Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (English)
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17 December 2007
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incomplete markets
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utility-based hedging
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mean-variance hedging
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risk-tolerance wealth process
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contingent claim
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numéraire
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